v3.26.3
Derivative Instruments - Schedule of Gains (Losses) Recognized on Derivative Instruments by Contract Type (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2026
Sep. 30, 2025
Sep. 30, 2026
Sep. 30, 2025
Derivative [Line Items]        
Net realized gain (loss) on derivatives $ 40 $ (1,676) $ (5,319) $ (150)
Net change in unrealized gain (loss) on derivatives (8,621) 6,839 (9,474) (6,279)
Series I        
Derivative [Line Items]        
Net realized gain (loss) on derivatives 6 (367) (946) 45
Net change in unrealized gain (loss) on derivatives (1,333) 1,477 (1,139) (1,803)
Series II        
Derivative [Line Items]        
Net realized gain (loss) on derivatives 34 (1,309) (4,373) (195)
Net change in unrealized gain (loss) on derivatives (7,288) 5,362 (8,335) (4,476)
Credit Risk | Credit Default Swaps        
Derivative [Line Items]        
Average derivative notional amounts 46,135 44,550 35,078 36,772
Net realized gain (loss) on derivatives 40 0 40 0
Net change in unrealized gain (loss) on derivatives (32) 442 (557) 685
Credit Risk | Credit Default Swaps | Series I        
Derivative [Line Items]        
Average derivative notional amounts 7,193 9,793 5,850 8,741
Net realized gain (loss) on derivatives 6 0 6 0
Net change in unrealized gain (loss) on derivatives (6) 97 123 156
Credit Risk | Credit Default Swaps | Series II        
Derivative [Line Items]        
Average derivative notional amounts 38,942 34,757 29,228 28,031
Net realized gain (loss) on derivatives 34 0 34 0
Net change in unrealized gain (loss) on derivatives (26) 345 (680) 529
Interest Rate Risk        
Derivative [Line Items]        
Average derivative notional amounts 0 943,800 203,750 [1] 1,246,545
Net realized gain (loss) on derivatives 0 (1,676) (5,359) [1] (2,062)
Net change in unrealized gain (loss) on derivatives (0) 1,814 4,021 [1] (7,137)
Interest Rate Risk | Series I        
Derivative [Line Items]        
Average derivative notional amounts 0 207,572 38,914 [1] 303,748
Net realized gain (loss) on derivatives 0 (367) (952) [1] (458)
Net change in unrealized gain (loss) on derivatives 0 388 779 [1] (1,840)
Interest Rate Risk | Series II        
Derivative [Line Items]        
Average derivative notional amounts 0 736,228 164,836 [1] 942,797
Net realized gain (loss) on derivatives 0 (1,309) (4,407) [1] (1,604)
Net change in unrealized gain (loss) on derivatives (0) 1,426 3,242 [1] (5,297)
Forward | Currency Risk        
Derivative [Line Items]        
Average derivative notional amounts 283,219 205,818 251,574 100,727
Net realized gain (loss) on derivatives 0 0 0 (678)
Net change in unrealized gain (loss) on derivatives 2,246 3,626 7,198 (770)
Forward | Currency Risk | Series I        
Derivative [Line Items]        
Average derivative notional amounts 44,135 45,242 41,530 23,070
Net realized gain (loss) on derivatives 0 0 0 (162)
Net change in unrealized gain (loss) on derivatives 334 778 1,161 (313)
Forward | Currency Risk | Series II        
Derivative [Line Items]        
Average derivative notional amounts 239,084 160,576 210,044 77,657
Net realized gain (loss) on derivatives 0 0 0 (516)
Net change in unrealized gain (loss) on derivatives 1,912 2,848 6,037 (457)
Interest Rate Swaps | Interest Rate Risk        
Derivative [Line Items]        
Average derivative notional amounts 890,000 290,000 279,445 169,444
Net realized gain (loss) on derivatives 0 0 0 2,590
Net change in unrealized gain (loss) on derivatives (10,480) 957 (18,165) (943)
Interest Rate Swaps | Interest Rate Risk | Series I        
Derivative [Line Items]        
Average derivative notional amounts 138,767 63,768 46,122 39,436
Net realized gain (loss) on derivatives 0 0 0 665
Net change in unrealized gain (loss) on derivatives (1,611) 214 (2,892) (194)
Interest Rate Swaps | Interest Rate Risk | Series II        
Derivative [Line Items]        
Average derivative notional amounts 751,233 226,232 233,323 130,008
Net realized gain (loss) on derivatives 0 0 0 1,925
Net change in unrealized gain (loss) on derivatives (8,869) $ 743 (15,273) $ 749
Swaptions | Market Risk        
Derivative [Line Items]        
Average derivative notional amounts 600,000   600,000  
Net realized gain (loss) on derivatives     0  
Net change in unrealized gain (loss) on derivatives (355)   (1,971)  
Swaptions | Market Risk | Series I        
Derivative [Line Items]        
Average derivative notional amounts 93,513   97,801  
Net realized gain (loss) on derivatives     0  
Net change in unrealized gain (loss) on derivatives (50)   (310)  
Swaptions | Market Risk | Series II        
Derivative [Line Items]        
Average derivative notional amounts 506,487   502,199  
Net realized gain (loss) on derivatives     0  
Net change in unrealized gain (loss) on derivatives $ (305)   $ (1,661)  
[1] For Futures, average notional is calculated as a three-month average to reflect the full period during which the instrument was active prior to its sale in Q1.